| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 895055.5076 | 949535.1698 | -54479.6622 | -153083.1993 | 479979.5518 | -633062.7511 |
| Total P&L (%) | 895.0555 | 949.5352 | -54.4797 | -153.0832 | 479.9796 | -633.0628 |
| Avg Daily Profit (%) | 0.4773 | 0.5063 | -0.0291 | 0 | 0.0938 | 0 |
| Buy And Hold Return (%) | 269.3839 | 269.3839 | 269.3839 | 269.3839 | 269.3839 | 269.3839 |
| Max Trade Drawdown | -195662 | -59972 | -154860 | -1230190 | -451159 | -811325 |
| Profit Factor | 2.646 | 5.1009 | 0.8255 | 0.9015 | 1.8095 | 0.3409 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 34 | 17 | 17 | 32 | 17 | 15 |
| Losing Trades | 34 | 17 | 17 | 36 | 17 | 19 |
| Profitability (%) | 50 | 50 | 50 | 47.0588 | 50 | 44.1176 |
| Ratio Avg Win / Avg Loss | 2.646 | 5.1009 | 0.8255 | 1.0141 | 1.8095 | 0.4318 |
| Largest Winning Trade | 824182 | 824182 | 71390 | 837902 | 837902 | 111617 |
| Largest Losing Trade | -108147 | -42919 | -108147 | -687609 | -451159 | -687609 |
| Avg Bars in Trades | 157 | 167 | 148 | 157 | 167 | 148 |
| Avg Bars in Winners | 219 | 221 | 217 | 120 | 169 | 64 |
| Avg Bars in Losers | 95 | 112 | 78 | 190 | 164 | 214 |
| Bars Traded | 10715 | 5679 | 5036 | 10715 | 5679 | 5036 |
| Profit Streak | 0 | 63.4254 | 0 | 16.5921 | 0 | 55.4254 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -100869 | 591204 | -580795 | -693459 | -72697 | -582520 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600228800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758953557328,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 246,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
895055.5076093586,
949535.1698481587,
-54479.6622388001,
-153083.1992717589,
479979.5518171099,
-633062.7510888687
],
[
895.055508,
949.53517,
-54.479662,
-153.083199,
479.979552,
-633.062751
],
[
0.477279,
0.50633,
-0.029051,
0,
0.093778,
0
],
[
269.383945,
269.383945,
269.383945,
269.383945,
269.383945,
269.383945
],
[
-195662,
-59972,
-154860,
-1230190,
-451159,
-811325
],
[
2.645993,
5.100873,
0.825516,
0.90145,
1.809532,
0.340867
],
[
68,
34,
34,
68,
34,
34
],
[
34,
17,
17,
32,
17,
15
],
[
34,
17,
17,
36,
17,
19
],
[
50,
50,
50,
47.058824,
50,
44.117647
],
[
2.645993,
5.100873,
0.825516,
1.014131,
1.809532,
0.431764
],
[
824182,
824182,
71390,
837902,
837902,
111617
],
[
-108147,
-42919,
-108147,
-687609,
-451159,
-687609
],
[
157,
167,
148,
157,
167,
148
],
[
219,
221,
217,
120,
169,
64
],
[
95,
112,
78,
190,
164,
214
],
[
10715,
5679,
5036,
10715,
5679,
5036
],
[
0,
63.425432,
0,
16.592099,
0,
55.425432
],
[
0,
1,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-100869,
591204,
-580795,
-693459,
-72697,
-582520
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600228800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758953557328,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 246,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|